Pricing equity-indexed annuities under stochastic interest rates using copulas.
Gaillardetz, Patrice
Journal of Probability and Statistics, Tome 2010 (2010), / Harvested from The Electronic Library of Mathematics
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Publié le : 2010-01-01
DOI : https://doi.org/10.1155/2010/726389
EUDML-ID : urn:eudml:doc:228637 
@article{05822165,
     title = {Pricing equity-indexed annuities under stochastic interest rates using copulas.},
     journal = {Journal of Probability and Statistics},
     volume = {2010},
     year = {2010},
     doi = {10.1155/2010/726389},
     zbl = {1200.91137},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05822165}
}

Gaillardetz, Patrice. Pricing equity-indexed annuities under stochastic interest rates using copulas.. Journal of Probability and Statistics, Tome 2010 (2010) . doi : 10.1155/2010/726389. http://gdmltest.u-ga.fr/item/05822165/